CME Pit-Traded Corn Future May 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 649-0 652-4 3-4 0.5% 635-0
High 649-2 655-6 6-4 1.0% 655-6
Low 644-4 650-0 5-4 0.9% 635-0
Close 646-2 654-6 8-4 1.3% 654-6
Range 4-6 5-6 1-0 21.1% 20-6
ATR 10-5 10-5 -0-1 -0.8% 0-0
Volume 24,427 22,248 -2,179 -8.9% 81,642
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 670-6 668-4 657-7
R3 665-0 662-6 656-3
R2 659-2 659-2 655-6
R1 657-0 657-0 655-2 658-1
PP 653-4 653-4 653-4 654-0
S1 651-2 651-2 654-2 652-3
S2 647-6 647-6 653-6
S3 642-0 645-4 653-1
S4 636-2 639-6 651-5
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 710-6 703-4 666-1
R3 690-0 682-6 660-4
R2 669-2 669-2 658-4
R1 662-0 662-0 656-5 665-5
PP 648-4 648-4 648-4 650-2
S1 641-2 641-2 652-7 644-7
S2 627-6 627-6 651-0
S3 607-0 620-4 649-0
S4 586-2 599-6 643-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 655-6 624-4 31-2 4.8% 7-0 1.1% 97% True False 20,291
10 655-6 590-0 65-6 10.0% 7-5 1.2% 98% True False 25,315
20 655-6 587-0 68-6 10.5% 8-6 1.3% 99% True False 27,037
40 681-0 587-0 94-0 14.4% 8-5 1.3% 72% False False 26,848
60 681-0 587-0 94-0 14.4% 8-7 1.4% 72% False False 22,640
80 766-0 587-0 179-0 27.3% 9-3 1.4% 38% False False 20,115
100 792-0 587-0 205-0 31.3% 9-0 1.4% 33% False False 17,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 680-2
2.618 670-6
1.618 665-0
1.000 661-4
0.618 659-2
HIGH 655-6
0.618 653-4
0.500 652-7
0.382 652-2
LOW 650-0
0.618 646-4
1.000 644-2
1.618 640-6
2.618 635-0
4.250 625-4
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 654-1 652-6
PP 653-4 650-5
S1 652-7 648-5

These figures are updated between 7pm and 10pm EST after a trading day.

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